• DocumentCode
    353866
  • Title

    Existence of positive definite solution to periodic Riccati differential equation

  • Author

    Chen, Yangzhou ; Chen, Shanben

  • Author_Institution
    Dept. of Autom. Control, Beijing Polytech. Univ., China
  • Volume
    4
  • fYear
    2000
  • fDate
    2000
  • Firstpage
    2820
  • Abstract
    This paper deals with the standard periodic Riccati differential equation. A complete necessary and sufficient condition is presented for the existence of Hermitian periodic positive definite (HPPD) solution. Previously, after a proper change of basis in the state space the condition can be expressed in terms of the notions of stabilizability and detectability. Moreover, it is shown that when a HPPD solution exists, it is either unique, or else there are uncountably many such solutions. The result of the paper can be considered as a valid extension of Richardson and Kwong´s (1986) result to the periodic version
  • Keywords
    Riccati equations; differential equations; stability; state-space methods; Hermitian periodic positive definite; detectability; necessary condition; periodic Riccati differential equation; positive definite solution; stabilizability; state space; sufficient condition; Controllability; Differential equations; Filtering; Linear systems; Nonlinear filters; Optimal control; Riccati equations; State-space methods; Sufficient conditions; Time varying systems;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Intelligent Control and Automation, 2000. Proceedings of the 3rd World Congress on
  • Conference_Location
    Hefei
  • Print_ISBN
    0-7803-5995-X
  • Type

    conf

  • DOI
    10.1109/WCICA.2000.862576
  • Filename
    862576